BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1320 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 1576.40 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 1568.10 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 1576.70 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Dec | 1579.30 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 1559.30 | 456.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1563.40 | 456.05 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1320 expiring on 30JAN2025
Delta for 1320 CE is -
Historical price for 1320 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 456.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 456.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30JAN2025 1320 PE | |||||||
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Delta: -0.01
Vega: 0.16
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 0.95 | 0.00 | 43.36 | 237 | -16 | 125 |
| 1 Jan | 1576.40 | 0.95 | 0.10 | 32.08 | 16 | 2 | 0 |
| 31 Dec | 1568.10 | 0.85 | -0.25 | 30.44 | 80 | 37 | 149 |
| 30 Dec | 1576.70 | 1.1 | -0.25 | 31.45 | 91 | 74 | 108 |
| 27 Dec | 1579.30 | 1.35 | -1.35 | 31.69 | 83 | 32 | 34 |
| 26 Dec | 1559.30 | 2.7 | 0.15 | 33.36 | 2 | 1 | 1 |
| 23 Dec | 1563.40 | 2.55 | 32.22 | 2 | 1 | 1 | |
For Bajaj Finserv Ltd. - strike price 1320 expiring on 30JAN2025
Delta for 1320 PE is -0.01
Historical price for 1320 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 43.36, the open interest changed by -16 which decreased total open position to 125
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 32.08, the open interest changed by 2 which increased total open position to 0
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 30.44, the open interest changed by 37 which increased total open position to 149
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 31.45, the open interest changed by 74 which increased total open position to 108
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 1.35, which was -1.35 lower than the previous day. The implied volatity was 31.69, the open interest changed by 32 which increased total open position to 34
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 1
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was 32.22, the open interest changed by 1 which increased total open position to 1
